K. Debicki

Discipline

Economies et finances (13) Education (1)

Type de document

Articles (17)

Co-auteur

Date

Source

Mot-clé

Process (Law) (9) Probabilities (9) Tail (8) Gaussian processes (8) papier (7) Paper (7) Motion (7) Infinite (7) risque (5) Risk (5) spectacle (4) temps (durée) (3) intérêts (3) index (3) Value (3) Time (3) Random fields (3) Interest (3) répertoire (3) statistiques (2) comportement (2) paramètre (2) impôt (2) champ (2) distribution (2) méthode (2) sous-produit (2) pont (2) Conjunctions (2) Parts (2)

Documents écrit par K. Debicki (17) | parle de K. Debicki (0)

Derivative of the expected supremum of fractional Brownian motion at H=1
K. Bisewski et al. (2022)
Pandemic-type failures in multivariate Brownian risk models.
K. Dȩbicki et al. (2022)
Extremes of randomly scaled Gumbel risks
K. Dȩbicki et al.
On extremal index of max-stable processes
K. Debicki et al. (1 déc. 2017)
Uniform tail approximation of homogenous functionals of Gaussian fields
K. Dȩbicki et al.
Generalized Pickands constants and stationary max-stable processes
K. Debicki et al.
Extremes of a class of non-homogeneous Gaussian random fields
K. Debicki et al.
On Parisian ruin over a finite-time horizon
K. Debicki et al.
Extremes of vector-valued Gaussian processes: Exact asymptotics
K. Dȩbicki et al.
Parisian ruin of self-similar Gaussian risk processes
K. Debicki et al.
Gaussian risk models with financial constraints
K. Dȩbicki et al.
Extremes of homogeneous Gaussian random fields
K. Debicki et al.
Extremes of order statistics of stationary processes
K. Dȩbicki et al.
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
K. Dębicki et al.
On the probability of conjunctions of stationary Gaussian processes
K. Dȩbicki et al. (2014)
Gaussian approximation of perturbed chi-square risks
K. Debicki et al. (2014)
Finite-time ruin probability of aggregate Gaussian processes
K. Debicki et al. (2014)